Bourbaki

Exercise 1, § 1

Integration, II

Let E be the vector space of functions x↦g(x)=∫0xf(t) dtx \mapsto g(x) = \int_0^x f(t)\, dt defined on the interval [0,1][0,1] of R\mathbf{R}, where ff runs over the set of regulated functions on [0,1][0,1]. Let P be the set of increasing functions belonging to E. Show that P is a convex cone such that E=P−PE = P - P, P∩(−P)={0}P \cap (-P) = \{0\}, and that E, equipped with the order structure defined by the relation g−h∈Pg - h \in P, is a Riesz space.

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